+127.7%
BP vs AG
+77.4%
+50.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | -0.3% |
| 7D | -6.9% | +10.8% | -17.7% | -7.9% |
| 30D | -3.6% | -8.2% | +4.6% | -3.0% |
| 3M | +8.4% | -13.7% | +22.1% | +9.4% |
| 6M | +5.3% | -27.3% | +32.6% | +7.4% |
| YTD | +33.2% | -4.6% | +37.7% | +29.2% |
| 1Y | +28.2% | +39.4% | -11.2% | +18.1% |
| 3Y | +49.2% | +244.1% | -194.9% | +16.6% |
| 5Y | +102.9% | +16.8% | +86.1% | +76.5% |
| 10Y | +127.7% | +71.7% | +56.0% | +72.2% |
| All | +127.7% | +77.4% | +50.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling